Robustifying multivariate trend tests to nonstationary volatility (Q527989): Difference between revisions
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Revision as of 01:17, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robustifying multivariate trend tests to nonstationary volatility |
scientific article |
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Robustifying multivariate trend tests to nonstationary volatility (English)
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12 May 2017
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bootstrap
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heteroskedasticity
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autocorrelation
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robust inference
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multivariate trend model
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nonstationary volatility
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variance change
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